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Parameter estimation in commodity markets : a filtering approach
Elliott, Robert J.; Hyndman, Cody B. - In: Journal of economic dynamics & control 31 (2007) 7, pp. 2350-2373
Persistent link: https://www.econbiz.de/10003485120
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Marginal speculation and hedging in commodity markets
Ulusoy, Veysel; Onbirler, Özgür Ünal - In: Finance research letters 23 (2017), pp. 269-282
Persistent link: https://www.econbiz.de/10011808416
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On the behavior of commodity prices when speculative storage is bounded
Oglend, Atle; Kleppe, Tore Selland - In: Journal of economic dynamics & control 75 (2017), pp. 52-69
Persistent link: https://www.econbiz.de/10011817139
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A comparison of the convenience yield and interest-adjusted basis
Fouquau, Julien; Six, Pierre - In: Finance research letters 14 (2015), pp. 142-149
Persistent link: https://www.econbiz.de/10011552697
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The dollar’s ”Convenience Yield”
Robe, Michel A. - In: Finance research letters 48 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013461710
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Optimal harvesting under resource stock and price uncertainty
Alvarez, Luis H. R.; Koskela, Erkki - In: Journal of economic dynamics & control 31 (2007) 7, pp. 2461-2485
Persistent link: https://www.econbiz.de/10003485162
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Renewable resource management with stochastic recharge and environmental threats
Leizarowitz, Aryē; Tsur, Yaʿaḳov - In: Journal of economic dynamics & control 36 (2012) 5, pp. 736-753
Persistent link: https://www.econbiz.de/10009554304
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The environmental and macroeconomic effects of socially responsible investment
Dam, Lammertjan; Heijdra, Ben J. - In: Journal of economic dynamics & control 35 (2011) 9, pp. 1424-1434
Persistent link: https://www.econbiz.de/10009305639
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Cycles in non renewable resource prices with pollution and learning-by-doing
Chakravorty, Ujjayant; Leach, Andrew J.; Moreaux, Michel - In: Journal of economic dynamics & control 36 (2012) 10, pp. 1448-1461
Persistent link: https://www.econbiz.de/10009701977
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Deforestation and optimal management
Piazza, Adriana; Roy, Santanu - In: Journal of economic dynamics & control 53 (2015), pp. 15-27
Persistent link: https://www.econbiz.de/10011526831